+117.9%
ASML vs DRI
+68.1%
+49.8%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.8% | -8.5% | -9.2% |
| 7D | -19.0% | +3.7% | -22.8% | -19.4% |
| 30D | -25.9% | +13.5% | -39.4% | -27.3% |
| 3M | -19.1% | +10.4% | -29.4% | -20.4% |
| 6M | -5.7% | +19.5% | -25.2% | -9.1% |
| YTD | +27.6% | +28.2% | -0.6% | +20.9% |
| 1Y | +30.8% | +31.0% | -0.2% | +23.2% |
| All | +117.9% | +68.1% | +49.8% | +82.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded DRI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling